Informational leverage: the problem of noise traders
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 4 (2008)
Issue (Month): 4 (October)
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Web page: http://www.springerlink.com/link.asp?id=112370
Capital structure choice; Informational leverage; Information revelation; Noise trading; Security design; G32;
Find related papers by JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- José M. Marín & Rohit Rahi, 1996.
"Information revelation and market incompleteness,"
Economics Working Papers
145, Department of Economics and Business, Universitat Pompeu Fabra.
- Rohit Rahi & José M. Marín, 1999.
Springer, vol. 14(3), pages 653-668.
- Sanford J Grossman & Joseph E Stiglitz, 1997.
"On the Impossibility of Informationally Efficient Markets,"
Levine's Working Paper Archive
1908, David K. Levine.
- Grossman, Sanford J & Stiglitz, Joseph E, 1980. "On the Impossibility of Informationally Efficient Markets," American Economic Review, American Economic Association, vol. 70(3), pages 393-408, June.
- Arnoud W A Boot & Anjan V Thakor, 1992.
CEPR Financial Markets Paper
0020, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
- Shino Takayama, 2010. "A dynamic strategy of the informed trader with market manipulation," Annals of Finance, Springer, vol. 6(2), pages 287-294, March.
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